We consider the computing of an eigenpair (an eigenvector \(v=(v^{(i)})_{i=1,n}\) and an eigenvalue \(\lambda\)) of a matrix \(A\in\mathbb{R}^{n\times n}\), by considering a supplementary condition (we call it norming function for the eigenvector), represented by a polynomial of degree 2. A usual choice is
\begin{equation}
G(v):={\textstyle\frac12} \sum_{i=1}^n( v^{(i)})^2-1=0.
\end{equation}
We propose here a new choice:
\begin{equation}
G(v):={\textstyle\frac1{2n}} \sum_{i=1}^n( v^{(i)})^2-1=0,
\end{equation}
which has the advantage that leads to a smaller nonlinearity.
Indeed, for the \(n+1\)-dimensional nonlinear system (a polynomial equation of degree 2) we obtain:
\[
F\left( x\right) :={{Av-\lambda v} \choose {G(v)-1}}
=0,
\]
and our proposed choice leads to a second derivative of \(F\) that has norm 2 (compared to \(n\), for the usual choice).
We consider this problem in a general setting, of a linear continuous operator \(A:V\rightarrow V\), \(V\) Banach space, which leads to a polynomial equation of degree two.
We study the semilocal convergence of an iterative method of Schultz type for this problem; this method has the advantage that does not require the solving of a linear system at each iteration step:
\begin{align*}
x_{k+1} =&x_k-\Gamma_kF\left( x_k\right) \\
\Gamma_{k+1} =&\Gamma_k\left( 2I-F^{\prime }\left( x_{k+1}\right) \Gamma_k\right) , \qquad k=0,1,\ldots,
\end{align*}
where \(x_0\in X\), \(\Gamma_0\in \mathcal{L}\left( X\right)\), and \(I\) is the identity operator of \(\mathcal{L}\left( X\right)\).
We obtain semilocal convergence conditions which show that the method has r-convergence order 2.
linear continuous operator; Banach space; Newton type method; eigenvector; eigenvalue; eigenpair; Schultz method; r-convergence order.
E. Cătinaş, I. Păvăloiu, On approximating the eigenvalues and eigenvectors of linear continuous operators, Rev. Anal. Numér. Théor. Approx., 26 (1997) nos. 1-2, pp. 19-27.
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On approximating the eigenvalues and eigenvectors of linear continuous operators
On approximating
the eigenvalues and eigenvectors of linear continuous operators
Emil Cătinaş and Ion Păvăloiu
1991 AMS Subject Classification: 65J20, 65H17.
1. Introduction
One of the difficulties that appear when solving numerically the operatorial
equations by iterative methods having high convergence orders is that at
each iteration step there must be solved a linear operatorial equation, or,
in some cases, even more than one [3].
In a series of papers ([7], [8], [10], [15])
there has been proposed the elimination of this inconvenience by the
simultaneous generation of two sequences: a sequence approximating the
solution, and a sequence of linear operators approximating the inverse of
the linear operator appearing at each step in the linear equation.
In the present paper we shall study this approach when the solutions of the
equation yield eigenvalues and eigenvectors of a linear operator. It is well
known
that all the derivatives of order higher than three
of the attached operator are the null multilinear operators. The convergence results
may also be applied to polynomial operator equations of degree two.
The r convergence order of the sequence approximating the solution is
proved to be 2.
The operatorial equation which lead us to the approximation of the
eigenvalues and eigenvectors of a linear operator can be constructed in the
following way (see [6]):
Let be a Banach space over the field (where or ); denote by the set of
linear continuous operators acting from into and let .
The scalar is an
eigenvalue of if the equation
has at least a solution , called an eigenvector of
corresponding to , where is the null element of .
For the determination of an eigenpair we also
consider another equation
where is a polynomial functional of degree
at most two
(a norming function) for which .
Denote the Banach space and for ,
, define
Considering the operator given by
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and denoting by
the null element of , then the operatorial equation for which a
solution yields an eigenpair of is
It is known that the Fréchet derivatives of are (see [6]):
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and
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where ,
It is obvious that for all and , and also that
For such an operator the following identity holds:
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where the bilinear operator does not depend on .
We shall consider two sequences having elements from resp. using the following iterative
method:
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where , and is the
identity operator of .
We call (5) the combined Newton method. In the following sections
we shall study its convergence when is a polynomial operator of degree 2 and
we shall apply it for the
approximation of the eigenvalues and eigenvectors of matrices.
2. The convergence of the combined Newton method
For the study of the convergence of the method (5) we shall use
the following lemma:
Lemma 1.
If the sequences and of real positive numbers satisfy the following
conditions
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where for some
then the following relations hold:
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The proof of this lemma is immediately obtained by induction.
Let , and Suppose that the following estimation holds:
The following theorem holds.
Theorem 2.
If and satisfy the following conditions
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a)
there exists and
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b)
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c)
for some where
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d)
then the following
properties hold:
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1)
the sequences generated by (5) converge, and for all
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2)
denoting and , then and
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3)
the following relations are true:
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Proof.
At first we shall show that for any there
exists and
Indeed, under the above assumptions, it easily follows that
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Applying the Banach lemma we get
Taking into account a) and b) it follows that
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which, together with the first relation from (5), for imply
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i.e.
Denote and
An
elementary reasoning shows that
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whence, by the above Lemma and by relation c) we infer that
Suppose now that the following relations hold:
, ,
We shall show that they also hold for .
The inequality
is proved similarly to (2.2). Using also the second relation from (5) we get
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i.e. the relation for
Further,
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whence it follows that
Denoting
and then
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whence, by our Lemma we get
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i.e. the relation for
It is obvious that for all and the relations
and hold for all
From the inequalities
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it follows that the sequence converges.
Denoting then from the last
relation for we get
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From the second relation of (5) it follows that
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The previous inequality implies that the sequence converges and the relations and the second inequality in
hold.
∎
3. The approximation of eigenvalues and eigenvectors of matrices
In the following we shall apply the studied method for the approximation of
the eigenvalues and eigenvectors of complex matrices.
Let be a square matrix with the elements
Consider and In this case the
equation (3) is written
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where
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For the norming function we can take , where
| (7) |
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The first and second order derivatives of are given by
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and
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where
Suppose that is equipped with the max-norm. Then, from the
above formula it follows that
, for all
Another possible choice for the norming function is
| (8) |
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in which case we get
, for all
The Theorem stated in the previous section can be reformulated
according to this setting.
4. Numerical example
Consider the real matrix
which has the following eigenvalues and eigenvectors
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Taking the initial values ,
and applying the studied method for given by (7), we obtain the following results:
For the initial values , and
taking given by (8) we obtain:
References
-
[1]
-
[2]
M.P. Anselone, L.B. Rall, The solution of
characteristic value-vector problems by Newton method, Numer. Math. 11 (1968), 38–45.
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[3]
E. Cătinas, I. Păvăloiu, On the Chebyshev
method for approximating the eigenvalues of linear operators,
Rev. Anal. Numér. Théor. Approx. 25 (1996) nos. 1–2, pp. 43–56.
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[4]
P.G. Ciarlet, Introduction à l’analyse
numérique matricielle et à l’optimisation, Mason, Paris, 1990.
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[5]
F. Chatelin, Valeurs propres de matrices, Mason,
Paris, 1988.
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[6]
L. Collatz, Functionalanalysis und Numerische
Mathematik, Springer-Verlag, Berlin, 1964.
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[7]
A. Diaconu, On the convergence of an iterative
proceeding of Chebyshev type, Rev. Anal. Numér. Théor. Approx. 24
(1995) nos. 1–2, pp. 91–102.
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A. Diaconu, I. Păvăloiu,
Sur quelque
méthodes itératives pour la résolution des équations opérationelles, Rev. Anal. Numér. Théor. Approx. 1 (1972) no. 1, pp. 45–61.
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V.S. Kartîşov, F.L. Iuhno, O nekotorîh Modifikaţiah Metoda Niutona dlea Resenia Nelineinoi Spektralnoi Zadaci, J. Vîcisl. matem. i matem. fiz. 33 (1973) 9, pp. 1403–1409.
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I. Lazăr, On a Newton type method,
Rev. Anal. Numér. Théor. Approx. 23 (1994) no. 2, pp. 167–174.
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[11]
I. Păvăloiu, Observations concerning some
approximation methods for the solutions of operator equations,
Rev. Anal. Numér. Théor. Approx. 23 (1994) no. 2, pp. 185–196.
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[12]
I. Păvăloiu, Sur les procédés
itératifs à un ordre élevé de convergence, Mathematica (Cluj)
12 (35) (1970) no. 2, pp. 309–324.
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[13]
R.A. Tapia, L.D. Whitley, The projected Newton
method has order 1+ for the symmetric eigenvalue problem,
SIAM J. Numer. Anal. 25 (1988) no. 6, pp. 1376–1382.
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[14]
F.J. Traub, Iterative Methods for the Solution of
Equations, Prentice-Hall Inc., Englewood Cliffs, N. J., 1964.
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[15]
S. Ul’m, On the iterative method with simultaneous
approximation of the inverse of the operator, Izv. Acad. Nauk. Estonskoi
S.S.R. 16 (1967) no. 4, pp. 403–411.
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[16]
T. Yamamoto, Error bounds for computed eigenvalues
and eigenvectors, Numer. Math. 34 (1980), pp. 189–199.